[Bug]: Wrong collateralIncreaseEstimate for limit orders in isolated margin mode

[bglownia]

Problem encountered

When there is remaining limit order and collateral on orderMarginAccountBalance and user will try to place limit order in opposite direction collateralIncreaseEstimate is wrongly calculated.

Before placing order - additional margin required is 5.00

After placing order - no additional collateral was needed

Observed behaviour

Sum of pending orders is used to calculate collateral increase

Expected behaviour

Maximal risk exposure should be used to calculate collateral increase

Steps to reproduce

query EstimatePosition(
  $marketId: ID!
  $openVolume: String!
  $averageEntryPrice: String!
  $orders: [OrderInfo!]
  $marginAccountBalance: String!
  $generalAccountBalance: String!
  $orderMarginAccountBalance: String!
  $marginMode: MarginMode!
  $marginFactor: String
  $includeRequiredPositionMarginInAvailableCollateral: Boolean
) {
  estimatePosition(
    marketId: $marketId
    openVolume: $openVolume
    averageEntryPrice: $averageEntryPrice
    orders: $orders
    marginAccountBalance: $marginAccountBalance
    generalAccountBalance: $generalAccountBalance
    orderMarginAccountBalance: $orderMarginAccountBalance
    marginMode: $marginMode
    marginFactor: $marginFactor
    includeRequiredPositionMarginInAvailableCollateral: $includeRequiredPositionMarginInAvailableCollateral
    # Everywhere in the codebase we expect price values of the underlying to have the right
    # number of digits for formatting with market.decimalPlaces. By default the estimatePosition
    # query will return a full value requiring formatting using asset.decimals. For consistency
    # we can set this variable to true so that we can format with market.decimalPlaces
    scaleLiquidationPriceToMarketDecimals: true
  ) {
    collateralIncreaseEstimate {
      worstCase
      bestCase
    }
  }
}

{
  "marketId": "ac7fc86bddf26748c6ba32a67037fe13c623cd4b53480aac4eaf29fbbd22ac31",
  "openVolume": "0",
  "averageEntryPrice": "357417",
  "orders": [
    {
      "isMarketOrder": false,
      "price": "500000",
      "remaining": "10",
      "side": "SIDE_SELL"
    },
    {
      "isMarketOrder": false,
      "price": "250000",
      "remaining": "20",
      "side": "SIDE_BUY"
    }
  ],
  "marginAccountBalance": "0",
  "generalAccountBalance": "95000000",
  "orderMarginAccountBalance": "5000000",
  "marginFactor": "0.1",
  "marginMode": "MARGIN_MODE_ISOLATED_MARGIN",
  "includeRequiredPositionMarginInAvailableCollateral": true
}

Software version

v0.75.0-preview.8

Failing test

No response

Jenkins run

No response

Configuration used

No response

Relevant log output

No response

[bglownia]

{
  "marketId": "ac7fc86bddf26748c6ba32a67037fe13c623cd4b53480aac4eaf29fbbd22ac31",
  "openVolume": "50",
  "averageEntryPrice": "351805",
  "orders": [
    {
      "isMarketOrder": false,
      "price": "200000",
      "remaining": "100000",
      "side": "SIDE_BUY"
    },
    {
      "isMarketOrder": false,
      "price": "400000",
      "remaining": "12000",
      "side": "SIDE_SELL"
    },
    {
      "isMarketOrder": false,
      "price": "400000",
      "remaining": "20000",
      "side": "SIDE_SELL"
    },
    {
      "isMarketOrder": false,
      "price": "400000",
      "remaining": "20000",
      "side": "SIDE_SELL"
    },
    {
      "isMarketOrder": true,
      "price": "0",
      "remaining": "832",
      "side": "SIDE_BUY"
    }
  ],
  "marginAccountBalance": "17488358",
  "generalAccountBalance": "307978467",
  "orderMarginAccountBalance": "20800000000",
  "marginFactor": "0.1",
  "marginMode": "MARGIN_MODE_ISOLATED_MARGIN",
  "includeRequiredPositionMarginInAvailableCollateral": true
}

returns

{
  "worstCase": "20292633924",
  "bestCase": "20292633924",
  "__typename": "CollateralIncreaseEstimate"
}

Which is totally wrong. Open orders collateral is covered by orderMarginAccountBalance, openVolume collateral is covered by marginAccountBalance. We should get estimate only for last tiny market order and we get also for remaining limit orders.

[witgaw]

Issue is fixed, the problem is that it's not part of any tag yet.